Kriegsmen really want to die in battle. So much so that a commissar's job is often to keep them from charging into overwhelming enemy fire. It would take something extraordinary for one to choose life over death.
tl;dr: The hive world Krieg seceded from the Imperium. The only remaining loyalist faction, the 83rd regiment of the Imperial Guard, faced overwhelming odds with no hope for reinforcements. They nuked the entire planet's surface, slowly eliminated the heretics, and returned the planet to the Imperium. The loyalist Death Korps of Krieg (or Kriegsmen) of M41 try to atone for letting the planet fall to heresy in the first place by fighting in the deadliest warzones to glorious deaths.
I mislabeled it, apparently it's just of Space Marine chapters, not the primarchs specifically. The bound one is a Blood Angel succumbed to the Black Rage.
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